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Implied Market Price of Weather Risk. (2009). López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang.
In: SFB 649 Discussion Papers.
RePEc:hum:wpaper:sfb649dp2009-001.

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Cited: 23

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  1. Pricing Green Financial Products. (2017). López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang K ; Melzer, Awdesch .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2017-020.

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  2. Weather derivatives structuring and pricing: a sustainable agricultural approach in Africa. (2016). Kermiche, L ; Vuillermet, N.
    In: Applied Economics.
    RePEc:taf:applec:v:48:y:2016:i:2:p:165-177.

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  3. Functional Principal Component Analysis for Derivatives of Multivariate Curves. (2016). Härdle, Wolfgang ; Grith, Maria ; Wagner, Heiko ; Kneip, Alois ; Hardle, Wolfgang K.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2016-033.

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  4. A consistent two-factor model for pricing temperature derivatives. (2016). López Cabrera, Brenda ; Groll, Andreas ; Lopez-Cabrera, Brenda ; Meyer-Brandis, Thilo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:55:y:2016:i:c:p:112-126.

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  5. Modeling the Dynamics of Temperature with a View to Weather Derivatives. (2015). Skiadopoulos, George ; Konstantinidi, Eirini ; Papazian, Gkaren.
    In: World Scientific Book Chapters.
    RePEc:wsi:wschap:9789814566926_0017.

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  6. A Lévy-driven rainfall model with applications to futures pricing. (2015). Veraart, Almut ; Gandy, Axel ; Noven, Ragnhild .
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:99:y:2015:i:4:p:403-432.

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  7. Pricing of forwards and other derivatives in cointegrated commodity markets. (2015). Koekebakker, Steen ; Benth, Fred Espen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:52:y:2015:i:pa:p:104-117.

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  8. Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach. (2014). Janczura, Joanna.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:79:y:2014:i:1:p:1-30.

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  9. A consistent two-factor model for pricing temperature derivatives. (2014). López Cabrera, Brenda ; Groll, Andreas ; Meyer-Brandis, Thilo ; Lopez-Cabrera, Brenda .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-006.

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  10. Representation of infinite dimensional forward price models in commodity markets. (2014). Benth, Fred Espen ; Kruhner, Paul.
    In: Papers.
    RePEc:arx:papers:1403.4111.

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  11. Wind Derivatives: Modeling and Pricing. (2013). Zapranis, A. ; Alexandridis, A..
    In: Computational Economics.
    RePEc:kap:compec:v:41:y:2013:i:3:p:299-326.

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  12. Pricing Rainfall Derivatives at the CME. (2013). Ritter, Matthias ; Odening, Martin ; López Cabrera, Brenda.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2013-005.

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  13. Functional Data Analysis of Generalized Quantile Regressions. (2013). Härdle, Wolfgang ; Guo, Mengmeng ; Huang, Jianhua Z. ; Hardle, Wolfgang Karl ; Zhou, Lhan .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2013-001.

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  14. Comparison of temperature models using heating and cooling degree days futures. (2013). Goncu, Ahmet.
    In: Journal of Risk Finance.
    RePEc:eme:jrfpps:v:14:y:2013:i:2:p:159-178.

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  15. Pricing rainfall futures at the CME. (2013). Ritter, Matthias ; Odening, Martin ; López Cabrera, Brenda.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:11:p:4286-4298.

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  16. On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets. (2013). Benth, Fred Espen ; Taib, Che Mohd Imran Che, .
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:259-268.

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  17. Modelling energy spot prices by volatility modulated L\{e}vy-driven Volterra processes. (2013). Veraart, Almut ; Almut E. D. Veraart, ; Barndorff-Nielsen, Ole E. ; Benth, Fred Espen.
    In: Papers.
    RePEc:arx:papers:1307.6332.

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  18. Modeling and Pricing in Financial Markets for Weather Derivatives. (2012). Benth, Fred Espen.
    In: World Scientific Books.
    RePEc:wsi:wsbook:8457.

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  19. Forecast based Pricing of Weather Derivatives. (2012). Ritter, Matthias ; López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Lopez-Cabrera, Brenda .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2012-027.

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  20. Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives. (2012). Ahan, Ale .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:50:y:2012:i:1:p:131-138.

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  21. Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity. (2012). Osipenko, Maria ; Hardle, Wolfgang Karl.
    In: The Energy Journal.
    RePEc:aen:journl:33-2-07.

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  22. Meteorological forecasts and the pricing of weather derivatives. (2010). Ritter, Matthias ; Odening, Martin ; Musshoff, Oliver ; Muhoff, Oliver .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2010-043.

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  23. The pricing of temperature futures at the Chicago Mercantile Exchange. (2010). Dorfleitner, Gregor ; Wimmer, Maximilian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1360-1370.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Alaton, P., Djehiche, B. and Stillberger, D. (2002). On modelling and pricing weather derivatives, Appl. Math. Finance 9(1): i-20.

  2. Barrieu, P. and El Karoui, N. (2002). Optimal design of weather derivatives, ALGO Research 5(1).
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  3. Benth, F. (2003). On arbitrage-free pricing of weather derivatives based on fractional brownian motion., Appl. Math. Finance 10(4): 303-324.

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  5. Brody, D., Syroka, J. and Zervos, M. (2002). Dynamical pricing of weather derivatives, Quantit. Finance 3: i89-i98. Campbell, S. and Diebold, F. (200S). Weather forecasting for weather derivatives, American Stat. Assoc. 100(469): 6-i6.

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  7. Dornier, F. and Querel, M. (2000). Caution to the wind, Technical report, Energy Power Risk Management, Weather risk special report.
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  8. Hamisultane, H. (2006). Extracting information from the market to price the weather derivativs, Technical report, Preprint.

  9. Hull, J. (2006). Option, Future and other Derivatives, Prentice Hall International, New Jersey.
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  10. Hung-Hsi, H., Yung-Ming, S. and Pei-Syun, L. (2008). Hdd and cdd option pricing with market price of weather risk for taiwan, The Journal of Future Markets 28(8): 790-8i4. Ichihara, K. and Kunita, H. (i974). A classification of the second order degenerate elliptic operator and its probabilistic characterization, Z. Wahrsch. Verw. Gebiete 30: 235-254. Jewson, S., Brix, A. and Ziehmann, C. (200S). Weather Derivative valuation: The Meteorological, Statistical, Financial and Mathematical Foundations., Cambridge University Press. Karatzas, I. and Shreve, S. (200i). Methods of Mathematical Finance., Springer Verlag, New York.

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  12. Odening, M., Muhoff, 0. and Xu, W. (2007). Analysis of rainfall derivatives using daily precipitation models: Opportunities and pitfalls., Technical report. Platen, E. and West, J. (200S). A fair pricing approach to weather derivatives, Asian-Pacific Financial Markets 11(1): 23-53.

  13. Richards, T., Manfredo, M. and Sanders, D. (2004). Pricing weather derivatives, American Journal of Agricultural Economics 86(4): iOOS-iOOi7. Turvey, C. (i999). The essentials of rainfall derivatives and insurance, Technical report, Working Paper WP99/06, Department of Agricultural Economics and Business, University of Guelph, Ontario.

  14. SFB 649 Discussion Paper Series 2009 For a complete list of Discussion Papers published by the SFB 649. please visit http://sfb649.wiwi. hu-berlin.de.
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  5. A consistent two-factor model for pricing temperature derivatives. (2014). López Cabrera, Brenda ; Groll, Andreas ; Meyer-Brandis, Thilo ; Lopez-Cabrera, Brenda .
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  9. Wind Derivatives: Modeling and Pricing. (2013). Zapranis, A. ; Alexandridis, A..
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  10. Impact of Climate Change on HeatWave Risk. (2013). Loisel, Stéphane ; Eyraud-Loisel, Anne ; Biard, Romain ; Blanchet-Scalliet, Christophette.
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  11. Impact of Climate Change on Heat Wave Risk. (2013). Loisel, Stéphane ; Biard, Romain ; Blanchet-Scalliet, Christophette ; Eyraud-Loisel, Anne.
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